Blar i Master's theses in Business Administration (2014-) på forfatter "Valeriy Ivanovich Zakamulin"
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Black Swans and Market Overreaction The effect of outliers on the long-term performance of the US stock market. Do investors over- or underreact?
Andersen, Julia (Master thesis, 2023)Black swan events are unpredictable and rare occurrences that have significant impacts on financial markets. The way in which markets react to these events is a topic of much debate in the literature. This thesis aims to ... -
Do Managers of Active Norwegian Funds Possess Stock-Picking Skills?
Kjetil Pettersen (Master thesis, 2021)This thesis evaluates fund managers of active Norwegian funds from 1987-2019. Using the Carhart (1997) four-factor model as the primary performance model and the bootstrap methodology of Kosowski et al. (2006), I answer ...